NIFTY 

BANKNIFT
1/19/2022
Y
Spot 17,938.40 38,041.35
20 Day-EMA 17,821.77 37,436.10
PCR 0.40 0.66

Future OI 10,835,350.00 ###

Change in OI (430,000.00) (237,025.00)

VIX Range 17770-18100 37686-38981

OI Range 17700-18000 37500-38500
Chart Range 17880-18000 37800-38100

FUTURE CALLS
FII (14,105.00) S 49,652.00 L
PRO (8,658.00) LU 166,411.00 S

1/20/2022
Spot 17,757.00 37,850.85
20 Day-EMA 17,815.61 37,475.60
PCR 0.75 0.73

Future OI 10,816,750.00 ###

Change in OI (18,600.00) (117,850.00)
VIX Range 17600-17920 37500-38200
OI Range 17500-18000 37500-38000
Chart Range 17650-17950 37500-38200

FUTURE CALLS
FII (23,278.00) S (38,775.00) LU
PRO 851.00 SC 201,664.00 SC

1/21/2022
Spot 17,617.15 37,574.30
20 Day-EMA 17,796.71 37,485.00
PCR 0.71 0.73

Future OI 11,179,950.00 ###

Change in OI 363,200.00 (10,550.00)

VIX Range 17450-17800 37200-37950

OI Range 17600-17800 37500-38000
Chart Range 17500-17700 37200-37750

FUTURE CALLS
FII (7,172.00) S 7,171.00 L
PRO 5,115.00 L (3,777.00) S

1/24/2022
Spot 17,149.10 36,947.55
20 Day-EMA 17,735.03 37,433.85
PCR 0.53 0.53

Future OI 12,702,850.00 ###

Change in OI 1,522,900.00 156,625.00

VIX Range 16950-17350 36500-37400

OI Range 17000-17500 36500-37500
Chart Range 17000-17400 36400-37450

FUTURE CALLS
FII (17,834.00) S 31,099.00 L
PRO 11,183.00 L (150,568.00) S

1/25/2022
Spot 17,277.95 37,706.75
20 Day-EMA 17,691.50 37,459.81
PCR 0.71 1.10

Future OI 12,072,250.00 ###

Change in OI (84,550.00) 52,875.00

VIX Range 17100-17500 37300-38150

OI Range 17100-17500 37500-38000
Chart Range 17000-17300 36950-37700
 FUTURE CALLS
FII (2,563.00) S (11,693.00) LU
PRO (12,566.00) S 137,376.00 SC

1/27/2022
Spot 17,110.15 37,982.10
20 Day-EMA 17,636.13 37,509.55
PCR 0.65 0.82

Future OI 14,655,150.00 ###

Change in OI 2,036,850.00 44,575.00

VIX Range 16900-17300 37550-38400

OI Range 17000-17200 37500-38000
Chart Range 16880-17180 37000-38150

FUTURE CALLS
FII (22,728.00) LU (54,827.00) LU
PRO 18,859.00 SC 100,799.00 SC

1/28/2022
Spot 17,101.95 37,689.40
20 Day-EMA 17,585.26 37,526.68
PCR 0.61 0.59

Future OI 11,443,300.00 ###

Change in OI (3,211,850.00) (250,650.00)

VIX Range 16900-17300 37300-38100

OI Range 17000-17300 37500-38000
Chart Range 17050-17370 37600-38400

FUTURE CALLS
FII (20,165.00) S (37,432.00) S
PRO 4,790.00 L (62,725.00) S

1/31/2022
Spot 17,339.85 37,975.35
20 Day-EMA 17,561.88 37,569.41
PCR 0.65 0.64

Future OI 10,323,750.00 ###

Change in OI (1,119,550.00) 73,600.00

VIX Range 17150-17550 37550-38400

OI Range 17300-17400 37500-38000
Chart Range 17270-17400 37650-38100

Open 17,301.05 38,091.80

High 17,410.00 38,217.25
Low 17,264.15 37,647.85
Close 17,339.85 37,975.35
 FUTURE CALLS
FII 15,106.00 SC (17,743.00) S
PRO (4,709.00) LU (43,712.00) S

2/1/2022
Spot 17,576.85 38,505.50
20 Day-EMA 17,563.31 37,658.56
PCR 0.76 0.70

Future OI 10,811,100.00 ###

Change in OI 487,350.00 73,175.00

VIX Range 17390-17760 38100-38910

OI Range 17300-17600 38000-39000
Chart Range 17450-17650 38000-38800

Open 17,529.45 38,460.45

High 17,622.40 38,802.70
Low 17,244.55 37,690.60
Close 17,576.85 38,505.50

FUTURE CALLS
FII (4,785.00) S 35,399.00 L
PRO 12,003.00 L (66,638.00) S
 2/2/2022
Spot 17,780.00 39,330.00
20 Day-EMA 17,583.00 37,817.00
PCR 0.96 1.17

Future OI 10,733,550.00 ###

Change in OI (77,550.00) (19,125.00)

Open 17,706.00 38,841.00

High 17,794.00 39,386.00
Low 17,674.00 38,752.00
Close 17,780.00 39,330.00

FUTURE CALLS
FII 18,783.00 L 19,896.00 SC
PRO (14,540.00) LU 80,919.00 SC

2/3/2022
Spot 17,560.00 39,010.00
20 Day-EMA 17,851.00 37,931.00
PCR 0.62 0.72
Future OI 11,582,400.00 ###
Change in OI 848,850.00 104,750.00

CE MAX OI
PE MAX OI

Open 17,767.00 39,255.00

High 17,781.00 39,424.00
Low 17,511.00 38,861.00
Close 17,560.00 39,010.00

FUTURE CALLS
FII (12,924.00) S (8,237.00) LU
PRO (12,448.00) LU 78,968.00 SC

2/4/2022
Spot 17,516.00 38,789.00
20 Day-EMA 17,575.00 38,013.00
PCR 0.57 0.61

Future OI 10,809,300.00 ###

Change in OI (773,100.00) 17,100.00

CE Max OI Total 17800 (115K) 39000 (75K)

Added 17500 (32K) 39000 (45K)
Added 17600 (41K)
PE Max OI Total 17500 (58K) 38500 (41K)
Added 17500 (21K) 38500 (22K)
Added 17400 (20K)

Open 17,590.00 39,128.00

High 17,617.00 39,278.00
Low 17,462.00 38,562.00
Close 17,516.00 38,789.00

FUTURE CALLS
FII 20,316.00 L 4,760.00 L
PRO (1,713.00) LU (45,598.00) S

2/7/2022
Spot 17,213.00 ⬇️ 37,995.00 ⬇️
20 Day-EMA 17,541.00 ⬇️ 38,011.00 ⬇️
PCR 0.43 ⬇️ 0.53 ⬇️

Future OI 11,588,900.00 ###

Change in OI 779,600.00 15,000.00

CE Max OI 17500 (142K) 38500 (72K)

Total
Added 17500 (94K) 38500 (59K)
Added 17400 (78K) 38200 (26K)
 Added 17300 (64K) 38000 (33K)

PE Max OI 17000 (79K) 38000 (78K)

Total Added 17000 (25K) 38000 (24K)
Added 16900 (24K) 37700 (14K)
Added 16800 (20K) 37500 (10K)

Open 17,456.00 38,592.00

High 17,536.00 38,837.00
Low 17,119.00 37,802.00
Close 17,213.00 37,995.00

FUTURE CALLS
FII (12,369.00) S (13,930.00) S
PRO (8,194.00) S (175,962.00) S

2/8/2022
Spot 17,266.00 ⬆️ 38,028.00 ⬆️
20 Day-EMA 17,514.00 ⬇️ 38,013.00 ⬆️
PCR 0.54 ⬆️ 0.58 ⬆️

Future OI 11,083,350.00 ###

Change in OI (505,550.00) (175,375.00)

CE Max OI 17500 (153K) 38000 (91K)

Total
 Added 17500 (12K) 38000 (52K)
Added 17400 (16K) 38100 (9K)
Added 17300 (37K) 38200 (8K)

PE Max OI 17000 (87K) 38000 (65K)

Total Added 17000 (9K) 38000 (11K)
Added 17100 (19K) 37500 (7K)
Added 37400 (10K)

Open 17,279.00 38,176.00

High 17,306.00 38,222.00
Low 17,043.00 37,319.00
Close 17,266.00 38,028.00

FUTURE CALLS
FII 5,036.00 L 7,716.00 L
PRO (2,681.00) LU 20,047.00 SC

2/9/2022
Spot 17,463.00 ⬆️ 38,610.00 ⬆️
20 Day-EMA 17,510.00 ⬇️ 38,069.00 ⬆️
PCR 0.78 ⬆️ 0.88 ⬆️

Future OI 10,875,000.00 SC ### SC

Change in OI (208,350.00) (122,375.00)
CE Max OI 17700 (143K) 39000
Total Added 17700 (25K) 39000(115K)
(18K)
Added 17500 (42K) 38700 (14K)
Added

PE Max OI 17400 (112K) 38500 (54K)

Total Added 17400 (95K) 38500 (39K)
Added 17300 (38K) 38400 (26K)
Added

Open 17,370.00 38,283.00

High 17,477.00 38,648.00
Low 17,339.00 38,192.00
Close 17,463.00 38,610.00

FUTURE CALLS
FII 15,976.00 L 49,492.00 SC
PRO 4,265.00 L 135,093.00 SC
 PUTS
71,896.00 L
74,844.00 LU
 PUTS
(10,876.00) LU
30,242.00 SC

PUTS
1,641.00 L
7,823.00 L
 PUTS
35,381.00 L
1,415.00 L
 PUTS
(30,127.00)S
(81,282.00)S

PUTS
(31,377.00)LU
116,912.00 SC
 PUTS
38.00 L
29,397.00 L
 PUTS
(32,863.00) S
(57,997.00) S

PUTS
(208.00) S
(49,413.00) S
 PUTS
(17,185.00) S
(143,719.00) S
PUTS
27,272.00 SC
212,251.00 SC
 PUTS
7,167.00 L
28,771.00 L
 Market will be Negative

PUTS
26,310.00 L
(51,482.00) S
PUTS
13,112.00 L
(30,751.00) S
PUTS
(17,214.00) S
(90,432.00) S
Symb Settle No. of Turnover * Change in Underlyi Near Month Far Month Change in
Date Expiry Open High Low Close LTP Open Int Current OI Total OI
ol Price contracts in  Lacs OI ng Value OI OI OI
14-Jan- 27-Jan-
NIFTY ### ### ### ### ### ### ### ### ### ### ### ### ### ### ### -
2022
17-Jan- 2022
27-Jan-
NIFTY ### ### ### ### ### ### ### ### ### 94,950.00 ### ### ### ### ### 199,050.00
2022
18-Jan- 2022
27-Jan-
NIFTY ### ### ### ### ### ### ### ### ### ### ### ### ### ### ### ###
2022
19-Jan- 2022
27-Jan-
NIFTY ### ### ### ### ### ### ### ### ### ### ### ### ### ### ### ###
2022
20-Jan- 2022
27-Jan-
NIFTY ### ### ### ### ### ### ### ### ### ### ### ### ### ### ### (18,600.00)
2022
21-Jan- 2022
27-Jan-
NIFTY ### ### ### ### ### ### ### ### ### ### ### ### ### ### ### 363,200.00
2022
24-Jan- 2022
27-Jan-
NIFTY ### ### ### ### ### ### ### ### ### ### ### ### ### ### ### ###
2022
25-Jan- 2022
27-Jan-
NIFTY ### ### ### ### ### ### ### ### ### ### ### ### ### ### ### (84,550.00)
2022
27-Jan- 2022
27-Jan-
NIFTY ### ### ### ### ### ### ### ### ### ### ### ### ### ### ### ###
2022
28-Jan- 2022
24-Feb-
NIFTY ### ### ### ### ### ### ### ### ### 299,150.00 ### ### 838,100.00 37,650.00 ### ###
2022
31-Jan- 2022
24-Feb-
NIFTY ### ### ### ### ### ### ### ### ### ### ### ### 884,250.00 56,000.00 ### ###
2022
01-Feb- 2022
24-Feb-
NIFTY ### ### ### ### ### ### ### ### ### 341,600.00 ### ### ### 82,100.00 ### 487,350.00
2022
02-Feb- 2022
24-Feb-
NIFTY ### ### ### ### ### ### ### ### ### ### ### ### ### ### ### (77,550.00)
2022
03-Feb- 2022
24-Feb-
NIFTY ### ### ### ### ### ### ### ### ### 682,300.00 ### ### ### ### ### 848,850.00
2022
04-Feb- 2022
24-Feb-
NIFTY ### ### ### ### ### ### ### ### ### ### ### ### ### ### ### ###
2022
07-Feb- 2022
24-Feb-
NIFTY ### ### ### ### ### ### ### ### ### 653,050.00 ### ### ### ### ### 779,600.00
2022
08-Feb- 2022
24-Feb-
NIFTY ### ### ### ### ### ### ### ### ### ### ### ### ### ### ### ### SC
2022
09-Feb- 2022
24-Feb-
NIFTY ### ### ### ### ### ### ### ### ### ### ### ### ### ### ### ### SC
2022 2022

25
 Settle No. of Turnover *
Symbol Date Expiry Open High Low Close LTP
Price contracts in  Lacs
BANKNIF 14-Jan- 27-Jan-
### ### ### ### ### ### ### ###
TY
BANKNIF 2022
17-Jan- 2022
27-Jan-
### ### ### ### ### ### ### ###
TY
BANKNIF 2022
18-Jan- 2022
27-Jan-
### ### ### ### ### ### ### ###
TY
BANKNIF 2022
19-Jan- 2022
27-Jan-
### ### ### ### ### ### ### ###
TY
BANKNIF 2022
20-Jan- 2022
27-Jan-
### ### ### ### ### ### ### ###
TY
BANKNIF 2022
21-Jan- 2022
27-Jan-
### ### ### ### ### ### ### ###
TY
BANKNIF 2022
24-Jan- 2022
27-Jan-
### ### ### ### ### ### ### ###
TY
BANKNIF 2022
25-Jan- 2022
27-Jan-
### ### ### ### ### ### ### ###
TY
BANKNIF 2022
27-Jan- 2022
27-Jan-
### ### ### ### ### ### ### ###
TY
BANKNIF 2022
28-Jan- 2022
24-Feb-
### ### ### ### ### ### ### ###
TY
BANKNIF 2022
31-Jan- 2022
24-Feb-
### ### ### ### ### ### ### ###
TY
BANKNIF 2022
01-Feb- 2022
24-Feb-
### ### ### ### ### ### ### ###
TY 2022
02-Feb- 2022
24-Feb-
BANKNIF ### ### ### ### ### ### ### ###
2022
03-Feb- 2022
24-Feb-
TY
BANKNIF ### ### ### ### ### ### ### ###
2022
04-Feb- 2022
24-Feb-
TY
BANKNIF ### ### ### ### ### ### ### ###
2022
07-Feb- 2022
24-Feb-
TY
BANKNIF ### ### ### ### ### ### ### ###
2022
08-Feb- 2022
24-Feb-
TY
BANKNIF ### ### ### ### ### ### ### ###
2022
09-Feb- 2022
24-Feb-
TY
BANKNIF ### ### ### ### ### ### ### ###
2022 2022
TY

26
 Change in Underlyin Near Month Far Month Change in
Open Int Current OI Total OI
OI g Value OI OI OI

### (1,775.00) ### ### ### 42,300.00 ###

### ### ### ### ### 47,550.00 ### - (8,800.00)
### 70,725.00 ### ### ### 48,200.00 ### 81,775.00
### ### ### ### ### 51,175.00 ### ###
### ### ### ### ### 60,175.00 ### ###
### ### ### ### ### 67,125.00 ### (10,550.00)
### ### ### ### ### 80,200.00 ### 156,625.00
### ### ### ### ### 79,100.00 ### 52,875.00
### ### ### ### ### 92,175.00 ### 44,575.00
### 92,550.00 ### ### ### 10,900.00 ### ###
### 66,475.00 ### ### ### 15,200.00 ### 73,600.00
### 70,925.00 ### ### ### 18,575.00 ### 73,175.00
### ### ### ### ### 21,700.00 ### (19,125.00)
### 85,325.00 ### ### ### 26,375.00 ### 104,750.00
### (1,725.00) ### ### ### 30,475.00 ### 17,100.00
### ### ### ### ### 49,650.00 ### 15,000.00
### ### ### ### ### 54,525.00 ### ###
### ### ### ### ### 52,600.00 ### ###

27
Client Type Future Index Lo Future Index Sho NET Option Index Call L
REMARK
S

1/19/2022
Client 170,031.00 149,958.00 20,073.00 3,042,250.00
DII 18,514.00 64,199.00 ### 819.00
FII 92,681.00 62,612.00 30,069.00 476,435.00
Pro 24,974.00 29,431.00 (4,457.00) 654,615.00
TOTAL 306,200.00 306,200.00 - 4,174,118.00

1/20/2022
Client 181,062.00 136,713.00 44,349.00 1,517,894.00
DII 16,465.00 63,999.00 ### 819.00
FII 82,487.00 75,696.00 6,791.00 366,897.00
Pro 21,096.00 24,702.00 (3,606.00) 426,848.00
TOTAL 301,110.00 301,110.00 - 2,312,457.00

1/21/2022
Client 184,179.00 142,008.00 42,171.00 2,032,156.00
DII 16,465.00 59,764.00 ### 819.00
FII 80,070.00 80,451.00 (381.00) 413,492.00
Pro 27,242.00 25,733.00 1,509.00 532,597.00
TOTAL 307,956.00 307,956.00 - 2,979,063.00

1/24/2022
Client 215,658.00 169,318.00 46,340.00 2,913,385.00
DII 16,715.00 57,532.00 ### 819.00
FII 72,506.00 90,721.00 ### 532,330.00
Pro 39,864.00 27,172.00 12,692.00 723,784.00
TOTAL 344,743.00 344,743.00 - 4,170,317.00

1/25/2022
Client 210,026.00 151,778.00 58,248.00 2,374,344.00
DII 17,025.00 54,621.00 ### 819.00
FII 81,391.00 102,169.00 ### 418,744.00
Pro 36,627.00 36,501.00 126.00 607,617.00
TOTAL 345,069.00 345,069.00 - 3,401,523.00

1/27/2022
Client 199,156.00 130,564.00 68,592.00 882,008.00
DII 17,362.00 61,433.00 ### 819.00
FII 42,913.00 86,419.00 ### 239,128.00
Pro 38,892.00 19,907.00 18,985.00 307,943.00
TOTAL 298,323.00 298,323.00 - 1,429,897.00
1/28/2022
Client 211,112.00 130,363.00 80,749.00 1,540,048.00
DII 17,362.00 58,215.00 ### 819.00
FII 40,493.00 104,164.00 ### 275,367.00
Pro 44,372.00 20,597.00 23,775.00 525,057.00
TOTAL 313,339.00 313,339.00 - 2,341,290.00

1/31/2022
Client 193,188.00 125,508.00 67,680.00 1,880,067.00
DII 19,262.00 57,443.00 ### 819.00
FII 43,305.00 91,870.00 ### 305,372.00
Pro 38,145.00 19,079.00 19,066.00 614,956.00
TOTAL 293,900.00 293,900.00 - 2,801,213.00

2/1/2022
Client 190,090.00 127,269.00 62,821.00 2,479,040.00
DII 18,658.00 59,198.00 ### 819.00
FII 46,449.00 99,799.00 ### 352,574.00
Pro 51,379.00 20,310.00 31,069.00 717,797.00
TOTAL 306,576.00 306,576.00 - 3,550,229.00

2/2/2022
Client 188,670.00 128,863.00 59,807.00 2,291,692.00
DII 18,236.00 60,005.00 ### 819.00
FII 57,454.00 92,021.00 ### 353,725.00
Pro 39,900.00 23,371.00 16,529.00 638,271.00
TOTAL 304,260.00 304,260.00 - 3,284,506.00

2/3/2022
Client 217,744.00 132,817.00 84,927.00 L 1,229,848.00
DII 17,988.00 59,505.00 ### S 819.00
FII 56,850.00 104,341.00 ### S 254,828.00
Pro 32,857.00 28,776.00 4,081.00 L 380,661.00
TOTAL 325,439.00 325,439.00 - 1,866,155.00

2/4/2022
Client 204,342.00 141,000.00 63,342.00 L 2,013,941.00
DII 17,988.00 56,523.00 ### S 819.00
FII 58,713.00 85,888.00 ### S 340,759.00
Pro 29,625.00 27,257.00 2,368.00 L 600,369.00
TOTAL 310,668.00 310,668.00 - 2,955,887.00

2/7/2022
Client 226,136.00 147,341.00 78,795.00 L 3,101,585.00
DII 17,888.00 51,313.00 ### S 819.00
FII 57,966.00 97,510.00 ### S 386,262.00
Pro 24,879.00 30,705.00 (5,826.00) S 762,392.00
TOTAL 326,869.00 326,869.00 - 4,251,057.00

2/8/2022
Client 212,710.00 136,390.00 76,320.00 L 3,077,513.00
DII 17,388.00 50,693.00 ### S 819.00
FII 59,811.00 94,319.00 ### S 411,352.00
Pro 19,830.00 28,337.00 (8,507.00) S 739,576.00
TOTAL 309,739.00 309,739.00 - 4,229,259.00

2/9/2022
Client 195,211.00 136,249.00 58,962.00 L 2,644,990.00
DII 17,388.00 53,576.00 ### S 819.00
FII 62,826.00 81,358.00 ### S 410,502.00
Pro 25,245.00 29,487.00 (4,242.00) S 667,490.00
TOTAL 300,670.00 300,670.00 - 3,723,800.00
Option Index Call ShorNET Option Index Put Lo Option Index Put Shor NET
REMARK
S

2,810,627.00 231,623.00 1,932,318.00 2,229,470.00 ###

- 819.00 75,797.00 - 75,797.00
349,293.00 127,142.00 602,841.00 330,234.00 272,607.00
1,014,199.00 ### 544,827.00 596,078.00 (51,251.00)
4,174,118.00 - 3,155,782.00 3,155,782.00 -

1,449,160.00 68,734.00 1,100,268.00 1,412,987.00 ###

- 819.00 71,998.00 - 71,998.00
278,530.00 88,367.00 486,111.00 224,380.00 261,731.00
584,768.00 ### 379,140.00 400,149.00 (21,009.00)
2,312,457.00 - 2,037,516.00 2,037,516.00 -

1,966,816.00 65,340.00 1,416,225.00 1,738,858.00 ###

- 819.00 72,448.00 - 72,448.00
317,954.00 95,538.00 541,248.00 277,876.00 263,372.00
694,294.00 ### 448,057.00 461,243.00 (13,186.00)
2,979,063.00 - 2,477,977.00 2,477,977.00 -

2,728,576.00 184,809.00 1,441,630.00 1,800,667.00 ###

- 819.00 72,056.00 - 72,056.00
405,693.00 126,637.00 592,697.00 293,944.00 298,753.00
1,036,049.00 ### 484,086.00 495,857.00 (11,771.00)
4,170,317.00 - 2,590,468.00 2,590,468.00 -

2,315,217.00 59,127.00 1,909,513.00 2,149,484.00 ###

- 819.00 64,399.00 - 64,399.00
303,800.00 114,944.00 588,422.00 319,796.00 268,626.00
782,506.00 ### 553,227.00 646,280.00 (93,053.00)
3,401,523.00 - 3,115,560.00 3,115,560.00 -

868,853.00 13,155.00 730,331.00 1,020,737.00 ###

- 819.00 29,299.00 - 29,299.00
179,011.00 60,117.00 359,235.00 121,986.00 237,249.00
382,033.00 (74,090.00) 335,087.00 311,228.00 23,859.00
1,429,897.00 - 1,453,951.00 1,453,951.00 -
1,426,737.00 113,311.00 1,002,076.00 1,339,094.00 ###
- 819.00 46,476.00 - 46,476.00
252,682.00 22,685.00 395,462.00 158,175.00 237,287.00
661,872.00 ### 492,203.00 438,947.00 53,256.00
2,341,290.00 - 1,936,216.00 1,936,216.00 -

1,705,301.00 174,766.00 1,312,598.00 1,558,757.00 ###

- 819.00 46,476.00 - 46,476.00
300,430.00 4,942.00 411,888.00 207,464.00 204,424.00
795,483.00 ### 521,908.00 526,649.00 (4,741.00)
2,801,213.00 - 2,292,869.00 2,292,869.00 -

2,273,035.00 206,005.00 1,883,980.00 2,088,551.00 ###

- 819.00 54,510.00 - 54,510.00
312,233.00 40,341.00 448,103.00 243,887.00 204,216.00
964,962.00 ### 681,915.00 736,069.00 (54,154.00)
3,550,229.00 - 3,068,507.00 3,068,507.00 -

2,186,502.00 105,190.00 2,525,147.00 2,568,814.00 (43,667.00)

- 819.00 54,510.00 - 54,510.00
293,488.00 60,237.00 459,550.00 272,519.00 187,031.00
804,517.00 ### 703,441.00 901,314.00 ###
3,284,506.00 - 3,742,647.00 3,742,647.00 -

1,195,389.00 34,459.00 L 957,371.00 1,240,585.00 ###

- 819.00 L 54,534.00 - 54,534.00
202,828.00 52,000.00 L 386,736.00 172,433.00 214,303.00
467,939.00 (87,278.00) S 421,321.00 406,943.00 14,378.00
1,866,155.00 - 1,819,961.00 1,819,961.00 -

1,938,644.00 75,297.00 L 1,360,135.00 1,679,312.00 ###

- 819.00 L 54,558.00 - 54,558.00
283,999.00 56,760.00 L 467,096.00 245,626.00 221,470.00
733,245.00 ### S 542,546.00 499,397.00 43,149.00
2,955,887.00 - 2,424,334.00 2,424,334.00 -

2,836,396.00 265,189.00 L 1,619,615.00 1,913,509.00 ###

 - 819.00 L 54,448.00 - 54,448.00
343,432.00 42,830.00 L 511,890.00 264,110.00 247,780.00
1,071,230.00 ### S 588,362.00 596,695.00 (8,333.00)
4,251,057.00 - 2,774,314.00 2,774,314.00 -

2,840,087.00 237,426.00 L 1,832,898.00 2,109,081.00 ###

- 819.00 L 54,376.00 - 54,376.00
360,806.00 50,546.00 L 539,719.00 278,827.00 260,892.00
1,028,367.00 ### S 566,559.00 605,643.00 (39,084.00)
4,229,259.00 - 2,993,551.00 2,993,551.00 -

2,592,149.00 52,841.00 L 2,333,091.00 2,501,629.00 ###

- 819.00 L 54,376.00 - 54,376.00
310,464.00 100,038.00 L 554,395.00 310,717.00 243,678.00
821,188.00 ### S 646,878.00 776,394.00 ###
3,723,800.00 - 3,588,739.00 3,588,739.00 -
REMARK
INDEX FUTURE INDEX CALL
S
LONG SHORT NET LONG SHORT NET
REMARK
S

- -
- -
- -
- -
- -

### ### ### SC ### ### ###

(2,049.00) (200.00) (1,849.00) LU - - -
### ### ### S (109,538.00) (70,763.00) (38,775.00)
(3,878.00) (4,729.00) 851.00 SC (227,767.00) (429,431.00) 201,664.00
(5,090.00) (5,090.00) - ### ### -

3,117.00 5,295.00 (2,178.00) S 514,262.00 517,656.00 (3,394.00)

- (4,235.00) 4,235.00 SC - - -
(2,417.00) 4,755.00 (7,172.00) S 46,595.00 39,424.00 7,171.00
6,146.00 1,031.00 5,115.00 L 105,749.00 109,526.00 (3,777.00)
6,846.00 6,846.00 - 666,606.00 666,606.00 -

### ### 4,169.00 L 881,229.00 761,760.00 119,469.00

250.00 (2,232.00) 2,482.00 SC - - -
(7,564.00) ### ### S 118,838.00 87,739.00 31,099.00
### 1,439.00 ### L 191,187.00 341,755.00 ###
### ### - ### ### -

(5,632.00) ### ### SC (539,041.00) (413,359.00) ###

310.00 (2,911.00) 3,221.00 SC - - -
8,885.00 ### (2,563.00) S (113,586.00) (101,893.00) (11,693.00)
(3,237.00) 9,329.00 ### S (116,167.00) (253,543.00) 137,376.00
326.00 326.00 - (768,794.00) (768,794.00) -

### ### ### SC ### ### (45,972.00)

337.00 6,812.00 (6,475.00) S - - -
### ### ### LU (179,616.00) (124,789.00) (54,827.00)
2,265.00 ### ### SC (299,674.00) (400,473.00) 100,799.00
### ### - ### ### -
 ### (201.00) ### L 658,040.00 557,884.00 100,156.00
- (3,218.00) 3,218.00 SC - - -
(2,420.00) ### ### S 36,239.00 73,671.00 (37,432.00)
5,480.00 690.00 4,790.00 L 217,114.00 279,839.00 (62,725.00)
### ### - 911,393.00 911,393.00 -

### (4,855.00) ### LU 340,019.00 278,564.00 61,455.00

1,900.00 (772.00) 2,672.00 L - - -
2,812.00 ### ### SC 30,005.00 47,748.00 (17,743.00)
(6,227.00) (1,518.00) (4,709.00) LU 89,899.00 133,611.00 (43,712.00)
### ### - 459,923.00 459,923.00 -

(3,098.00) 1,761.00 (4,859.00) LU 598,973.00 567,734.00 31,239.00

(604.00) 1,755.00 (2,359.00) S - - -
3,144.00 7,929.00 (4,785.00) S 47,202.00 11,803.00 35,399.00
### 1,231.00 ### L 102,841.00 169,479.00 (66,638.00)
### ### - 749,016.00 749,016.00 -

(1,420.00) 1,594.00 (3,014.00) S (187,348.00) (86,533.00) ###

(422.00) 807.00 (1,229.00) S - - -
### (7,778.00) ### L 1,151.00 (18,745.00) 19,896.00
### 3,061.00 ### LU (79,526.00) (160,445.00) 80,919.00
(2,316.00) (2,316.00) - (265,723.00) (265,723.00) -

S ### 3,954.00 ### L ### (991,113.00) (70,731.00)

L (248.00) (500.00) 252.00 SC - - -
L (604.00) ### ### S (98,897.00) (90,660.00) (8,237.00)
S (7,043.00) 5,405.00 ### LU (257,610.00) (336,578.00) 78,968.00
### ### - ### ### -

S ### 8,183.00 ### S 784,093.00 743,255.00 40,838.00

L - (2,982.00) 2,982.00 SC - - -
L 1,863.00 ### ### L 85,931.00 81,171.00 4,760.00
L (3,232.00) (1,519.00) (1,713.00) LU 219,708.00 265,306.00 (45,598.00)
### ### - ### ### -

S ### 6,341.00 ### L ### 897,752.00 189,892.00

L (100.00) (5,210.00) 5,110.00 SC - - -
L (747.00) ### ### S 45,503.00 59,433.00 (13,930.00)
S (4,746.00) 3,448.00 (8,194.00) S 162,023.00 337,985.00 ###
### ### - ### ### -

S ### ### (2,475.00) LU (24,072.00) 3,691.00 (27,763.00)

L (500.00) (620.00) 120.00 SC - - -
L 1,845.00 (3,191.00) 5,036.00 L 25,090.00 17,374.00 7,716.00
S (5,049.00) (2,368.00) (2,681.00) LU (22,816.00) (42,863.00) 20,047.00
### ### - (21,798.00) (21,798.00) -

S ### (141.00) ### LU (432,523.00) (247,938.00) ###

L - 2,883.00 (2,883.00) S - - -
L 3,015.00 ### ### L (850.00) (50,342.00) 49,492.00
S 5,415.00 1,150.00 4,265.00 L (72,086.00) (207,179.00) 135,093.00
(9,069.00) (9,069.00) - (505,459.00) (505,459.00) -
LL INDEX PUT
LONG SHORT NET
REMARK REMARK
S S

-
-
-
-
-

LU (832,050.00) (816,483.00) (15,567.00) LU

(3,799.00) - (3,799.00) LU
LU (116,730.00) (105,854.00) (10,876.00) LU
SC (165,687.00) (195,929.00) 30,242.00 SC
### ### -

S 315,957.00 325,871.00 (9,914.00) S

450.00 - 450.00 L
L 55,137.00 53,496.00 1,641.00 L
S 68,917.00 61,094.00 7,823.00 L
440,461.00 440,461.00 -

L 25,405.00 61,809.00 (36,404.00) S

(392.00) - (392.00) LU
L 51,449.00 16,068.00 35,381.00 L
S 36,029.00 34,614.00 1,415.00 L
112,491.00 112,491.00 -

LU 467,883.00 348,817.00 119,066.00 L

(7,657.00) - (7,657.00) LU
LU (4,275.00) 25,852.00 (30,127.00) S
SC 69,141.00 150,423.00 (81,282.00) S
525,092.00 525,092.00 -

LU ### ### (50,435.00) LU

(35,100.00) - (35,100.00) LU
LU (229,187.00) (197,810.00) (31,377.00) LU
SC (218,140.00) (335,052.00) 116,912.00 SC
### ### -
L 271,745.00 318,357.00 (46,612.00) S
17,177.00 - 17,177.00 L
S 36,227.00 36,189.00 38.00 L
S 157,116.00 127,719.00 29,397.00 L
482,265.00 482,265.00 -

L 310,522.00 219,663.00 90,859.00 L

- - -
S 16,426.00 49,289.00 (32,863.00) S
S 29,705.00 87,702.00 (57,997.00) S
356,653.00 356,653.00 -

L 571,382.00 529,794.00 41,588.00 L

8,034.00 - 8,034.00 L
L 36,215.00 36,423.00 (208.00) S
S 160,007.00 209,420.00 (49,413.00) S
775,638.00 775,638.00 -

LU 641,167.00 480,263.00 160,904.00 L

- - -
SC 11,447.00 28,632.00 (17,185.00) S
SC 21,526.00 165,245.00 ### S
674,140.00 674,140.00 -

LU ### ### ### LU

24.00 - 24.00
LU (72,814.00) (100,086.00) 27,272.00 SC
SC (282,120.00) (494,371.00) 212,251.00 SC
### ### -

L 402,764.00 438,727.00 (35,963.00) S

24.00 - 24.00 L
L 80,360.00 73,193.00 7,167.00 L
S 121,225.00 92,454.00 28,771.00 L
604,373.00 604,373.00 -

L 259,480.00 234,197.00 25,283.00 L

 (110.00) - (110.00) LU
S 44,794.00 18,484.00 26,310.00 L
S 45,816.00 97,298.00 (51,482.00) S
349,980.00 349,980.00 -

S 213,283.00 195,572.00 17,711.00 L

(72.00) - (72.00) LU
L 27,829.00 14,717.00 13,112.00 L
SC (21,803.00) 8,948.00 (30,751.00) S
219,237.00 219,237.00 -

LU 500,193.00 392,548.00 107,645.00 L

- - -
SC 14,676.00 31,890.00 (17,214.00) S
SC 80,319.00 170,751.00 (90,432.00) S
595,188.00 595,188.00 -
Previous week avg Annual Range Monthly Range
Nifty/Banknifty India VIX Annual High Low T Monthly
38505.5 19.9775 19.98 46198 30813 12 5.77
 Weekly Range Expiry/Daily
High Low T Weekly High Low T Daily % High
40726 36285 52 2.77 39572 37439 365 1.05 38908
 OI RANGE Closing Basis
Low High Low ActualActualActualActual Low
38103